All HK and China (Failed)

P&L Summary

Range	Return	Sharpe	Win%	Ave	Ave+	Ave-	Max-	Underwater	Days %
20	(12)	(4.9)	33	(5)	11	(13)	(40)	(1)	90
60	(4)	(2.3)	36	(1)	11	(9)	(40)	(1)	83
120	(3)	(1.7)	43	(1)	11	(11)	(54)	(2)	79
250	1	0.4	44	0	17	(12)	(76)	(3)	80
500	23	4	55	11	33	(16)	(116)	(3)	83
760	31	5.1	56	15	38	(15)	(116)	(3)	82
1260	27	5	56	12	34	(14)	(116)	(3)	82
2520	18	5	57	11	31	(14)	(116)	(3)	59
All	23	5	57	11	31	(14)	(116)	(3)	78

P&L Month Table

Year	1	2	3	4	5	6	7	8	9	10	11	12	R	Sharpe	Win%	Trades	MaxLoss	UW	Max	Ave
Avg	4.5	2.3	2.3	1.4	2.4	1.9	1.9	3	2.4	1.2	0.9	4.1	28.3	5.2	57.8	211.6	(1)	(1.8)	2.4	0.9
2017	(1.2)	(0.1)	0	(0.3)	(0.6)	0	0	0	0	0	0	0	(2.2)	(3.2)	37	71	(0.5)	(2.2)	2	0.9
2016	7.7	4.7	0.8	1.2	1.2	2	(0.9)	(0.5)	0.9	0	(1.3)	1.1	16.9	3.5	54.7	221	(1.1)	(2)	2.4	0.9
2015	11.2	2	5.2	2.3	4	6	6.6	9.2	4.8	2.1	2.1	3.4	58.9	7	63.3	223	(1.2)	(2.3)	2.4	0.9
2014	2.3	1.2	1.9	2.3	(0.4)	1.3	1.3	3.6	2.5	1	(0.1)	11.3	28.2	5.6	56.2	212	(0.8)	(1.2)	2.4	1
2013	1.1	2.4	1.3	1.7	3.4	1.2	0.1	0.6	2.1	2.8	1.6	2.9	21.2	4.8	57.7	202	(1)	(1.5)	2.4	0.9
2012	0.3	1.3	2.3	(0.4)	3.8	(1)	2.2	2.2	1.8	(0.1)	2.3	1.6	16.3	5	57	200	(0.9)	(1.9)	2.4	0.9
2011	3	2.3	0.7	0.3	1.1	0.5	2.3	7.4	4.4	2.5	2.6	0.9	28	6.7	57.9	198	(0.8)	(1)	2.4	0.9
2010	1.5	0.5	0	0.4	2.1	1.5	0.2	0.6	(0.3)	(0.2)	1.9	0.4	8.6	4.3	55.3	144	(0.7)	(0.8)	0.8	0.5